What are your tips for rehearsing burlesque routines?
Do your final undress rehearsal in the shoes and jewelry and hairpieces and headpieces you'll be wearing for the number. And remember to show them what you're showing them--present whatever it is you're uncovering! If you're taking off your gloves, do it on the side the viewer can see, unless you have a specific reason to do it on the other side, because otherwise they can't tell what you're doing.
Also--if you find a problem during your rehearsal, be willing to change your choreography.